A minimization method for the solution of large symmetriric eigenproblems

DOI10.1080/00207169808804739zbMath0936.65038OpenAlexW2010979069MaRDI QIDQ4256053

Valeria Ruggiero, Emanuele Galligani, Luca Zanni

Publication date: 3 May 2000

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169808804739

zbMATH Keywords

quadratic programmingnumerical examplesiterative algorithmsconjugate gradientssymmetric eigenvalue problemRayleigh quotients

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Convex programming (90C25)

Related Items (2)

Inner solvers for interior point methods for large scale nonlinear programming ⋮ On direct elimination methods for solving the equality constrained least squares problem

Cites Work

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• The arithmetic mean preconditioner for multivector computers
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• Hyperbolic Pairs in the Method of Conjugate Gradients
• The method of conjugate gradients used in inverse iteration

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